Agreed on the Vampire: Bloodlines Ocean House Hotel bit.
It was 2am, I'd started playing the game a bit after dinner that evening and I thought 'Well, just this one quest and then I'll hit the sack'. I got the key from the construction pad, thunder and lightning cracking through the sky, I walked up to the hotel and one of the lights next to the door burst. Had a slight gasp of scare but I got over it.
The next hour of my life was filled with sublime terror the likes of which I had never experienced (though seeing The Ring later would prove tough competition). Running ghost women, a dude with an axe appearing all over the place, having a kitchen go ballistic at you, and worst of all, the part where you walk into a hotel room, the lights go out, thunder cracks, the lights go on again and GET OUT is scratched on the wall. I could barely resist the urge to say "Yes sir, of course" and get the fuck out.
The second time I played a Nosferatu vampire, it's a lot less frightning if you consider you're a hell of a lot scarier than whatever ghost could be in there.
Also, Alien vs Predator 2; playing as a marine.
From my earlier FPS days, I've been an ammo hog. I usually wait, aim, then pop 2-3 bullets instead of spraying them like mad. The first FPS I ever played (one similar to Wolvenstein, Cyclone something I think) had precious little ammo in the game, and that mentality stuck with me.
In AvP2 however, I emptied whole clips on shadows, spent a minute in the corner of a room just firing bullets at random places in the room just for the flash of light and swore never to play it in the evening or at night. Goddamn aliens and dark deserted military bases.